There's an advantage to long-lived interpreters/REPLs on remote machines for the kind of work done in notebooks. Significant amounts of data may have to be read, expensive computation performed, etc. before the work can begin. Notebooks are an ergonomic interface to that sort of environment if one isn't comfortable with ssh/screen/X-forwarding/etc, and frankly nice for some tasks even if one is.

There's also a tacit advantage to notebooks specifically for Python as the interface encourages the user to write all of their definitions in a single namespace. So, the user can define and re-define things at their leisure within a single REPL/interpreter lifetime. A user developing against import-ed modules can quickly get stuck behind python's inability to cleanly re-import a modules, or be forced to rely on flaky hacks to the import system.

It pains me a bit to make the argument _for_ notebooks, but it's important to understand the attractions.